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subject:"Monte Carlo simulation"
subject:"Sampling"
~person:"Zakoïan, Jean-Michel"
~subject:"Theorie"
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Search: subject_exact:"Estimation theory"
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Monte Carlo simulation
Sampling
Theorie
Estimation theory
50
Schätztheorie
50
ARCH model
23
ARCH-Modell
23
Theory
23
Time series analysis
14
Zeitreihenanalyse
14
Maximum likelihood estimation
11
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11
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10
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1987-1993
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22
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Zakoïan, Jean-Michel
Härdle, Wolfgang
69
Pesaran, M. Hashem
66
Phillips, Peter C. B.
59
Gouriéroux, Christian
50
Andrews, Donald W. K.
48
Newey, Whitney K.
46
Franses, Philip Hans
42
Imbens, Guido
40
Giles, David E. A.
36
McAleer, Michael
36
Swanson, Norman R.
36
Baltagi, Badi H.
35
Horowitz, Joel
35
Dufour, Jean-Marie
32
Heckman, James J.
32
Robinson, Peter M.
31
Kohn, Robert
30
King, Maxwell L.
29
Lechner, Michael
29
Wooldridge, Jeffrey M.
27
Bera, Anil K.
26
Brännäs, Kurt
26
Li, Qi
26
Ohtani, Kazuhiro
26
Schorfheide, Frank
26
Diebold, Francis X.
25
Granger, C. W. J.
25
Maravall Herrero, Agustín
25
Robert, Christian P.
25
Ghysels, Eric
24
Kleibergen, Frank
24
Krämer, Walter
24
Stahlecker, Peter
24
Ullah, Aman
24
Angrist, Joshua D.
23
Winkelmann, Rainer
23
Hahn, Jinyong
22
Kiviet, J. F.
22
Srivastava, Virendra K.
22
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Série des documents de travail / Centre de Recherche en Économie et Statistique
12
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
CORE discussion paper : DP
2
Econometric theory
2
Annales d'économie et de statistique
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
24
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1
Strict stationarity testing and estimation of explosive and stationary generalized autoregressive conditional heteroscedasticity models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
2
,
pp. 821-861
Persistent link: https://www.econbiz.de/10009534937
Saved in:
2
Properties of the QMLE and the weighted LSE for LARCH (q) models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935360
Saved in:
3
Non redundancy of high order moment conditions for efficient GMM estimation of weak ar processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001514932
Saved in:
4
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
5
Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755835
Saved in:
6
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
7
Estimating ARCH models when the coefficients are allowed to be equal to zero
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755838
Saved in:
8
Non-redunance of high order moment conditions for efficient GMM estimation of weak AR processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Economics letters
71
(
2001
)
3
,
pp. 317-322
Persistent link: https://www.econbiz.de/10001574253
Saved in:
9
Estimating weak GARCH representations
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
16
(
2000
)
5
,
pp. 692-728
Persistent link: https://www.econbiz.de/10001533169
Saved in:
10
Efficient use of high order autocorrelations for estimating autoregressive processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
1999
Persistent link: https://www.econbiz.de/10001430412
Saved in:
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